nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model

Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variables and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).

Version: 0.1.4
Imports: stats, strucchange, tseries, matlab, Formula, gtools
Suggests: testthat
Published: 2018-04-17
Author: Taha Zaghdoudi
Maintainer: Taha Zaghdoudi <zedtaha at gmail.com>
BugReports: https://github.com/zedtaha/nardl/issues
License: GPL-3
URL: https://github.com/zedtaha/nardl
NeedsCompilation: no
In views: TimeSeries
CRAN checks: nardl results

Downloads:

Reference manual: nardl.pdf
Package source: nardl_0.1.4.tar.gz
Windows binaries: r-devel: nardl_0.1.4.zip, r-release: nardl_0.1.4.zip, r-oldrel: nardl_0.1.4.zip
OS X binaries: r-release: nardl_0.1.4.tgz, r-oldrel: not available
Old sources: nardl archive

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